Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions
Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions
In this article, the construction of confidence regions by approximating the sampling distribution of some statistic is studied. The true sampling distribution is estimated by an appropriate normalization of the values of the statistic computed over subsamples of the data. In the i.i.d. context, the method has been studied by …